In this paper,we have modeled a linear precoder for indoor multiuser multiple input multiple output(MU-MIMO)system with imperfect channel state information(CSI)at transmitter.The Rician channel is presumed to be mutua...In this paper,we have modeled a linear precoder for indoor multiuser multiple input multiple output(MU-MIMO)system with imperfect channel state information(CSI)at transmitter.The Rician channel is presumed to be mutually coupled and spatially,temporarily correlated.The imperfection with CSI is primarily due to the channel estimation error at receiver and feedback delay amidst the receiver and transmitter in CSI transmission.Along with,the insufficient spacing between the antenna at transmitter and receiver persuades mutual coupling(MC)among the array elements.In addition,the MIMO channel is presumed to be jointly correlated(Weichselberger correlation model).When we look back on the existing precoder design,it considered spatial correlation alone disregarding joint correlation of antenna array elements.With all above assumption,we have designed a linear precoder which minimizes mean squared error(MSE)subjected to total transmit power constraint for MUMIMO system.The simulation results proven that proposed precoder shows substantial enhancement in bit error rate(BER)performance in comparison with the existing technique.The mathematical analysis corroborates the simulation results.展开更多
The development of many estimators of parameters of linear regression model is traceable to non-validity of the assumptions under which the model is formulated, especially when applied to real life situation. This not...The development of many estimators of parameters of linear regression model is traceable to non-validity of the assumptions under which the model is formulated, especially when applied to real life situation. This notwithstanding, regression analysis may aim at prediction. Consequently, this paper examines the performances of the Ordinary Least Square (OLS) estimator, Cochrane-Orcutt (COR) estimator, Maximum Likelihood (ML) estimator and the estimators based on Principal Component (PC) analysis in prediction of linear regression model under the joint violations of the assumption of non-stochastic regressors, independent regressors and error terms. With correlated stochastic normal variables as regressors and autocorrelated error terms, Monte-Carlo experiments were conducted and the study further identifies the best estimator that can be used for prediction purpose by adopting the goodness of fit statistics of the estimators. From the results, it is observed that the performances of COR at each level of correlation (multicollinearity) and that of ML, especially when the sample size is large, over the levels of autocorrelation have a convex-like pattern while that of OLS and PC are concave-like. Also, as the levels of multicollinearity increase, the estimators, except the PC estimators when multicollinearity is negative, rapidly perform better over the levels autocorrelation. The COR and ML estimators are generally best for prediction in the presence of multicollinearity and autocorrelated error terms. However, at low levels of autocorrelation, the OLS estimator is either best or competes consistently with the best estimator, while the PC estimator is either best or competes with the best when multicollinearity level is high(λ>0.8 or λ-0.49).展开更多
Consider the partly linear regression model , where y <SUB>i </SUB>’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β <SUB>1<...Consider the partly linear regression model , where y <SUB>i </SUB>’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β <SUB>1</SUB>, ··· , β <SUB>p </SUB>)' is an unknown parameter vector, g(·) is an unknown function and {ε <SUB>i </SUB>} is a linear process, i.e., , where e <SUB>j </SUB>are i.i.d. random variables with zero mean and variance . Drawing upon B-spline estimation of g(·) and least squares estimation of β, we construct estimators of the autocovariances of {ε <SUB>i </SUB>}. The uniform strong convergence rate of these estimators to their true values is then established. These results not only are a compensation for those of [23], but also have some application in modeling error structure. When the errors {ε <SUB>i </SUB>} are an ARMA process, our result can be used to develop a consistent procedure for determining the order of the ARMA process and identifying the non-zero coeffcients of the process. Moreover, our result can be used to construct the asymptotically effcient estimators for parameters in the ARMA error process.展开更多
In this paper, model checking problem is considered for general linear model when covariables are measured with error and an independent validation data set is available, Without assuming any error model structure bet...In this paper, model checking problem is considered for general linear model when covariables are measured with error and an independent validation data set is available, Without assuming any error model structure between the true variable and the surrogate variable, the author first apply nonparametric method to model the relationship between the true variable and the surrogate variable with the help of the validation sample. Then the author construct a score-type test statistic through model adjustment. The large sample behaviors of the score-type test statistic are investigated. It is shown that the test is consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n^-r with 0 ≤ r ≤1/2. Simulation results indicate that the proposed method works well. Key words General linear model, measurement error, model checking, validation data.展开更多
The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic ...The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic normal distribution under the null hypothesis of no serial correlation.Some MonteCarlo experiments are conducted to examine the finite sample performance of the proposed V_(N,p) teststatistic.Simulation results confirm that the proposed test performs satisfactorily in estimated sizeand power.展开更多
The study of the development cost of general aviation aircraft is limited by small samples with many cost-driven factors. This paper investigates a parametric modeling method for prediction of the development cost of ...The study of the development cost of general aviation aircraft is limited by small samples with many cost-driven factors. This paper investigates a parametric modeling method for prediction of the development cost of general aviation aircraft. The proposed technique depends on some principal components, acquired by utilizing P value analysis and gray correlation analysis. According to these principal components, the corresponding linear regression and BP neural network models are established respectively. The feasibility and accuracy of the P value analysis are verified by comparing results of model fitting and prediction. A sensitivity analysis related to model precision and suitability is discussed in detail. Results obtained in this study show that the proposed method not only has a certain degree of versatility, but also provides a preliminary prediction of the development cost of general aviation aircraft.展开更多
Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the disper...Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular. Our results show that any one of both estimates cannot be always superior to the other. Some sufficient criteria for any one of them to be better than the other are established. Some interesting relations between these two estimates are also given.展开更多
Mapping the spatial distribution of soil nitrate-nitrogen (NO3=N) is important to guide nitrogen application as well as to assess environmental risk of NO3-N leaching into the groundwater. We employed univariate and...Mapping the spatial distribution of soil nitrate-nitrogen (NO3=N) is important to guide nitrogen application as well as to assess environmental risk of NO3-N leaching into the groundwater. We employed univariate and hybrid geostatistical methods to map the spatial distribution of soil NO3-N across a landscape in northeast Florida. Soil samples were collected from four depth increments (0-30, 30-60, 60-120 and 120-180 cm) from 147 sampling locations identified using a stratified random and nested sampling design based on soil, land use and elevation strata. Soil NO3-N distributions in the top two layers were spatially autocorrelated and mapped using lognormal kriging. Environmental correlation models for NO3-N prediction were derived using linear and non-linear regression methods, and employed to develop NO3-N trend maps. Land use and its related variables derived from satellite imagery were identified as important variables to predict NO3-N using environmental correlation models. While lognormal kriging produced smoothly varying maps, trend maps derived from environmental correlation models generated spatially heterogeneous maps. Trend maps were combined with ordinary kriging predictions of trend model residuals to develop regression kriging prediction maps, which gave the best NO3-N predictions. As land use and remotely sensed data are readily available and have much finer spatial resolution compared to field sampled soils, our findings suggested the efficacy of environmental correlation models based on land use and remotely sensed data for landscape scale mapping of soil NO3-N. The methodologies implemented are transferable for mapping of soil NO3-N in other landscapes.展开更多
In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean squar...In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean square error(MSE), the jackknifed estimator is superior to the Liu estimator and the jackknifed ridge estimator. We also give a method to select the biasing parameter for d. Furthermore, a numerical example is given to illustvate these theoretical results.展开更多
Existing methods for analyzing semi-functional linear models usually assumed that random errors are not serially correlated or serially correlated with the known order.However,in some applications,these assumptions on...Existing methods for analyzing semi-functional linear models usually assumed that random errors are not serially correlated or serially correlated with the known order.However,in some applications,these assumptions on random errors may be unreasonable or questionable.To this end,this paper aims at testing error correlation in a semi-functional linear model(SFLM).Based on the empirical likelihood approach,the authors construct an empirical likelihood ratio statistic to test the serial correlation of random errors and identify the order of autocorrelation if the serial correlation holds.The proposed test statistic does not need to estimate the variance as it is data adaptive and possesses the nonparametric version of Wilks'theorem.Simulation studies are conducted to investigate the performance of the proposed test procedure.Two real examples are illustrated by the proposed test method.展开更多
In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares ...In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.展开更多
文摘In this paper,we have modeled a linear precoder for indoor multiuser multiple input multiple output(MU-MIMO)system with imperfect channel state information(CSI)at transmitter.The Rician channel is presumed to be mutually coupled and spatially,temporarily correlated.The imperfection with CSI is primarily due to the channel estimation error at receiver and feedback delay amidst the receiver and transmitter in CSI transmission.Along with,the insufficient spacing between the antenna at transmitter and receiver persuades mutual coupling(MC)among the array elements.In addition,the MIMO channel is presumed to be jointly correlated(Weichselberger correlation model).When we look back on the existing precoder design,it considered spatial correlation alone disregarding joint correlation of antenna array elements.With all above assumption,we have designed a linear precoder which minimizes mean squared error(MSE)subjected to total transmit power constraint for MUMIMO system.The simulation results proven that proposed precoder shows substantial enhancement in bit error rate(BER)performance in comparison with the existing technique.The mathematical analysis corroborates the simulation results.
文摘The development of many estimators of parameters of linear regression model is traceable to non-validity of the assumptions under which the model is formulated, especially when applied to real life situation. This notwithstanding, regression analysis may aim at prediction. Consequently, this paper examines the performances of the Ordinary Least Square (OLS) estimator, Cochrane-Orcutt (COR) estimator, Maximum Likelihood (ML) estimator and the estimators based on Principal Component (PC) analysis in prediction of linear regression model under the joint violations of the assumption of non-stochastic regressors, independent regressors and error terms. With correlated stochastic normal variables as regressors and autocorrelated error terms, Monte-Carlo experiments were conducted and the study further identifies the best estimator that can be used for prediction purpose by adopting the goodness of fit statistics of the estimators. From the results, it is observed that the performances of COR at each level of correlation (multicollinearity) and that of ML, especially when the sample size is large, over the levels of autocorrelation have a convex-like pattern while that of OLS and PC are concave-like. Also, as the levels of multicollinearity increase, the estimators, except the PC estimators when multicollinearity is negative, rapidly perform better over the levels autocorrelation. The COR and ML estimators are generally best for prediction in the presence of multicollinearity and autocorrelated error terms. However, at low levels of autocorrelation, the OLS estimator is either best or competes consistently with the best estimator, while the PC estimator is either best or competes with the best when multicollinearity level is high(λ>0.8 or λ-0.49).
基金the Knowledge Innovation Project of Chinese Academy of Sciences (No.KZCX2-SW-118)the National Natural Science Foundation of China (No.70221001).
文摘Consider the partly linear regression model , where y <SUB>i </SUB>’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β <SUB>1</SUB>, ··· , β <SUB>p </SUB>)' is an unknown parameter vector, g(·) is an unknown function and {ε <SUB>i </SUB>} is a linear process, i.e., , where e <SUB>j </SUB>are i.i.d. random variables with zero mean and variance . Drawing upon B-spline estimation of g(·) and least squares estimation of β, we construct estimators of the autocovariances of {ε <SUB>i </SUB>}. The uniform strong convergence rate of these estimators to their true values is then established. These results not only are a compensation for those of [23], but also have some application in modeling error structure. When the errors {ε <SUB>i </SUB>} are an ARMA process, our result can be used to develop a consistent procedure for determining the order of the ARMA process and identifying the non-zero coeffcients of the process. Moreover, our result can be used to construct the asymptotically effcient estimators for parameters in the ARMA error process.
基金This research is supported by the National Natural Science Foundation of China (10901162, 10926073), the President Fund of GUCAS and China Postdoctoral Science Foundation.
文摘In this paper, model checking problem is considered for general linear model when covariables are measured with error and an independent validation data set is available, Without assuming any error model structure between the true variable and the surrogate variable, the author first apply nonparametric method to model the relationship between the true variable and the surrogate variable with the help of the validation sample. Then the author construct a score-type test statistic through model adjustment. The large sample behaviors of the score-type test statistic are investigated. It is shown that the test is consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n^-r with 0 ≤ r ≤1/2. Simulation results indicate that the proposed method works well. Key words General linear model, measurement error, model checking, validation data.
基金supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609+1 种基金the Doctor's Start-up Research Fund under Grant No. 08-52204the Youth Science Research Fund of Chongging Technology and Business University under Grant No. 0852008
文摘The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic normal distribution under the null hypothesis of no serial correlation.Some MonteCarlo experiments are conducted to examine the finite sample performance of the proposed V_(N,p) teststatistic.Simulation results confirm that the proposed test performs satisfactorily in estimated sizeand power.
基金supported by the National Postdoctoral Program for Innovative Talents, Postdoctoral Science Foundation of China (No. 2017M610740)supports from Hefei General Aviation Research Institute, Beihang University
文摘The study of the development cost of general aviation aircraft is limited by small samples with many cost-driven factors. This paper investigates a parametric modeling method for prediction of the development cost of general aviation aircraft. The proposed technique depends on some principal components, acquired by utilizing P value analysis and gray correlation analysis. According to these principal components, the corresponding linear regression and BP neural network models are established respectively. The feasibility and accuracy of the P value analysis are verified by comparing results of model fitting and prediction. A sensitivity analysis related to model precision and suitability is discussed in detail. Results obtained in this study show that the proposed method not only has a certain degree of versatility, but also provides a preliminary prediction of the development cost of general aviation aircraft.
基金Partially supported by the National Natural Science Foundation of China (No.10271010)the Natural Science Foundation of Beijing and a Project of Science and Technology of Beijing Education Committee.
文摘Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular. Our results show that any one of both estimates cannot be always superior to the other. Some sufficient criteria for any one of them to be better than the other are established. Some interesting relations between these two estimates are also given.
基金Project supported by the United States Department of Agriculture through the "Nutrient Science for Improved Watershed Management" program (No.2002-00501)
文摘Mapping the spatial distribution of soil nitrate-nitrogen (NO3=N) is important to guide nitrogen application as well as to assess environmental risk of NO3-N leaching into the groundwater. We employed univariate and hybrid geostatistical methods to map the spatial distribution of soil NO3-N across a landscape in northeast Florida. Soil samples were collected from four depth increments (0-30, 30-60, 60-120 and 120-180 cm) from 147 sampling locations identified using a stratified random and nested sampling design based on soil, land use and elevation strata. Soil NO3-N distributions in the top two layers were spatially autocorrelated and mapped using lognormal kriging. Environmental correlation models for NO3-N prediction were derived using linear and non-linear regression methods, and employed to develop NO3-N trend maps. Land use and its related variables derived from satellite imagery were identified as important variables to predict NO3-N using environmental correlation models. While lognormal kriging produced smoothly varying maps, trend maps derived from environmental correlation models generated spatially heterogeneous maps. Trend maps were combined with ordinary kriging predictions of trend model residuals to develop regression kriging prediction maps, which gave the best NO3-N predictions. As land use and remotely sensed data are readily available and have much finer spatial resolution compared to field sampled soils, our findings suggested the efficacy of environmental correlation models based on land use and remotely sensed data for landscape scale mapping of soil NO3-N. The methodologies implemented are transferable for mapping of soil NO3-N in other landscapes.
基金Supported by the National Natural Science Foundation of China(11071022)Science and Technology Project of Hubei Provincial Department of Education(Q20122202)
文摘In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean square error(MSE), the jackknifed estimator is superior to the Liu estimator and the jackknifed ridge estimator. We also give a method to select the biasing parameter for d. Furthermore, a numerical example is given to illustvate these theoretical results.
基金This research was supported by the National Natural Science Foundation of China under Grant Nos.11861074,11731011,11731015 and 12261051Applied Basic Research Project of Yunnan Province under Grant No.2019FB138.
文摘Existing methods for analyzing semi-functional linear models usually assumed that random errors are not serially correlated or serially correlated with the known order.However,in some applications,these assumptions on random errors may be unreasonable or questionable.To this end,this paper aims at testing error correlation in a semi-functional linear model(SFLM).Based on the empirical likelihood approach,the authors construct an empirical likelihood ratio statistic to test the serial correlation of random errors and identify the order of autocorrelation if the serial correlation holds.The proposed test statistic does not need to estimate the variance as it is data adaptive and possesses the nonparametric version of Wilks'theorem.Simulation studies are conducted to investigate the performance of the proposed test procedure.Two real examples are illustrated by the proposed test method.
基金Foundation item: the National Natural Science Foundation of China (Nos. 60736047 10671007+2 种基金 60772036) the Foundation of Beijing Jiaotong University (Nos. 2006XM037 2007XM046).
文摘In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.